Absence Of Arbitrage Valuation: A Unified Framework For Pricing Assets And Securities

Absence of Arbitrage Valuation presents a unified asset pricing strategy through absence of arbitrage and applies this framework to such disparate fields as fixed income security pricing, foreign exchange spots, and forward rates.

• • Author: P. Glabadanidis
• • Publisher: Palgrave Macmillan
• • Publication Date: Jul 10, 2014
• • Number of Pages: 161 pages
• • Language: English
• • Binding: Hardcover
• • ISBN-10: 1137373024
• • ISBN-13: 9781137373021